Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.16% | 0.71 CHF | 0.72 CHF | 152,000 | 152,000 | 68,070 | 68,070 | 48,167 CHF | 49,051 CHF | 100.00% | 100.00% |
12/07/2024 | 2.30% | 0.69 CHF | 0.70 CHF | 153,000 | 153,000 | 69,076 | 69,076 | 46,439 CHF | 47,339 CHF | 100.00% | 100.00% |
11/07/2024 | 2.38% | 0.63 CHF | 0.64 CHF | 155,000 | 155,000 | 69,504 | 69,504 | 44,127 CHF | 45,031 CHF | 100.00% | 100.00% |
10/07/2024 | 2.23% | 0.63 CHF | 0.64 CHF | 154,000 | 154,000 | 67,947 | 67,947 | 45,622 CHF | 46,512 CHF | 100.00% | 100.00% |
09/07/2024 | 2.03% | 0.73 CHF | 0.74 CHF | 150,000 | 150,000 | 67,495 | 67,495 | 50,435 CHF | 51,313 CHF | 100.00% | 100.00% |
08/07/2024 | 1.97% | 0.76 CHF | 0.77 CHF | 150,000 | 150,000 | 67,296 | 67,296 | 52,203 CHF | 53,079 CHF | 100.00% | 100.00% |
05/07/2024 | 1.99% | 0.77 CHF | 0.78 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 51,448 CHF | 52,323 CHF | 100.00% | 100.00% |
04/07/2024 | 1.98% | 0.77 CHF | 0.78 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 36,813 CHF | 37,497 CHF | 100.00% | 100.00% |
03/07/2024 | 2.05% | 0.77 CHF | 0.78 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 50,880 CHF | 51,755 CHF | 100.00% | 100.00% |
02/07/2024 | 2.28% | 0.70 CHF | 0.71 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 46,128 CHF | 47,010 CHF | 100.00% | 100.00% |